-5.6%
JD vs FROG
+118.5%
-124.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +35.3% | -33.7% | +2.1% |
| 7D | +13.4% | +7.0% | +6.4% | +13.3% |
| 30D | +7.7% | +2.9% | +4.8% | +7.6% |
| 3M | -11.3% | +21.6% | -32.9% | -11.0% |
| 6M | -5.1% | +87.7% | -92.8% | -4.9% |
| YTD | +5.0% | +61.7% | -56.6% | +4.0% |
| 1Y | -5.6% | +113.7% | -119.3% | -6.3% |
| All | -5.6% | +118.5% | -124.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling